| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,556.5 |
6,507.5 |
-49.0 |
-0.7% |
6,465.5 |
| High |
6,587.5 |
6,538.0 |
-49.5 |
-0.8% |
6,643.0 |
| Low |
6,498.5 |
6,502.0 |
3.5 |
0.1% |
6,431.5 |
| Close |
6,544.5 |
6,530.5 |
-14.0 |
-0.2% |
6,504.0 |
| Range |
89.0 |
36.0 |
-53.0 |
-59.6% |
211.5 |
| ATR |
80.4 |
77.7 |
-2.7 |
-3.4% |
0.0 |
| Volume |
96,202 |
92,399 |
-3,803 |
-4.0% |
820,177 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,631.5 |
6,617.0 |
6,550.5 |
|
| R3 |
6,595.5 |
6,581.0 |
6,540.5 |
|
| R2 |
6,559.5 |
6,559.5 |
6,537.0 |
|
| R1 |
6,545.0 |
6,545.0 |
6,534.0 |
6,552.0 |
| PP |
6,523.5 |
6,523.5 |
6,523.5 |
6,527.0 |
| S1 |
6,509.0 |
6,509.0 |
6,527.0 |
6,516.0 |
| S2 |
6,487.5 |
6,487.5 |
6,524.0 |
|
| S3 |
6,451.5 |
6,473.0 |
6,520.5 |
|
| S4 |
6,415.5 |
6,437.0 |
6,510.5 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,160.5 |
7,044.0 |
6,620.5 |
|
| R3 |
6,949.0 |
6,832.5 |
6,562.0 |
|
| R2 |
6,737.5 |
6,737.5 |
6,543.0 |
|
| R1 |
6,621.0 |
6,621.0 |
6,523.5 |
6,679.0 |
| PP |
6,526.0 |
6,526.0 |
6,526.0 |
6,555.5 |
| S1 |
6,409.5 |
6,409.5 |
6,484.5 |
6,468.0 |
| S2 |
6,314.5 |
6,314.5 |
6,465.0 |
|
| S3 |
6,103.0 |
6,198.0 |
6,446.0 |
|
| S4 |
5,891.5 |
5,986.5 |
6,387.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,587.5 |
6,445.5 |
142.0 |
2.2% |
71.0 |
1.1% |
60% |
False |
False |
104,480 |
| 10 |
6,643.0 |
6,431.5 |
211.5 |
3.2% |
80.5 |
1.2% |
47% |
False |
False |
137,623 |
| 20 |
6,750.0 |
6,431.5 |
318.5 |
4.9% |
77.0 |
1.2% |
31% |
False |
False |
75,711 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
66.5 |
1.0% |
45% |
False |
False |
38,000 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
55.0 |
0.8% |
45% |
False |
False |
25,340 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
41.5 |
0.6% |
45% |
False |
False |
19,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,691.0 |
|
2.618 |
6,632.0 |
|
1.618 |
6,596.0 |
|
1.000 |
6,574.0 |
|
0.618 |
6,560.0 |
|
HIGH |
6,538.0 |
|
0.618 |
6,524.0 |
|
0.500 |
6,520.0 |
|
0.382 |
6,516.0 |
|
LOW |
6,502.0 |
|
0.618 |
6,480.0 |
|
1.000 |
6,466.0 |
|
1.618 |
6,444.0 |
|
2.618 |
6,408.0 |
|
4.250 |
6,349.0 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,527.0 |
6,529.5 |
| PP |
6,523.5 |
6,528.5 |
| S1 |
6,520.0 |
6,527.0 |
|